+3,787.7%
CSX vs TRI
+561.6%
+3,226.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +3.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -3.1% | +7.9% | -11.0% | -7.1% |
| 3M | +7.2% | +24.1% | -16.9% | -6.0% |
| 6M | +16.2% | +3.8% | +12.3% | +8.5% |
| YTD | +37.5% | -16.9% | +54.4% | +40.9% |
| 1Y | +53.2% | -38.4% | +91.6% | +83.8% |
| 3Y | +68.2% | -12.2% | +80.4% | +59.2% |
| 5Y | +65.2% | -1.8% | +67.0% | +44.7% |
| 10Y | +504.1% | +207.6% | +296.5% | +168.9% |
| All | +3,787.7% | +561.6% | +3,226.1% | +942.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling